Optimizer
Crypto portfolio optimizer weights, not a coin list
Max Sharpe, minimum variance, most diversified, and hierarchical risk parity. Same closes, four weight vectors, so you can see which method is just chasing the last winner.
BTC / ETH / SOL
Four weight vectors
Max Sharpe uses the sample means. The other three do not. If only max Sharpe likes a name, that name won the window.
- Max Sharpe
- BTC 73.1%
- Min variance
- BTC 100.0%
- Most diversified
- ETH 34.9%
- HRP
- BTC 41.1%
Largest weight
Largest weight
Largest weight
Largest weight
| Method | BTC | ETH | SOL |
|---|---|---|---|
| Max Sharpe | 73.1% | 0.0% | 26.9% |
| Min variance | 100.0% | 0.0% | 0.0% |
| Most diversified | 31.7% | 34.9% | 33.4% |
| HRP | 41.1% | 25.6% | 33.3% |
- Each row is daily, 365 periods a year. Annualized figures use 365 periods.
- 90 closes in the series. Computed by Thrive's portfolio engine. Rounded to the digit shown.
Four answers to one question
Maximum Sharpe leans on the sample means. It will load the asset that won the window. Minimum variance ignores means and cuts the jumpiest, most overlapping risk. Most diversified pushes toward the mix with the highest diversification ratio. Hierarchical risk parity clusters the assets and budgets risk inside the clusters so one coin cannot silently own the book.
If all four methods agree, the data is telling you something. If max Sharpe is alone in a corner, you are looking at a hot streak.
How this page runs it
Thrive's portfolio engine estimates means and the empirical covariance first, then returns four long-only mixes: maximum Sharpe, minimum variance, most diversified, and hierarchical risk parity. The risk-free input on the Sharpe mix is the annual rate you set, divided by periods per year.
The sample series is live Bitcoin, Ethereum, and Solana closes. Replace the columns with your own book.
How to run it
- Start from BTC, ETH, and SOL, or paste your own columns.
- Compare the four weight rows before you trust any one of them.
- Open risk parity if you want the risk budget made explicit.
- Check the correlation matrix when one weight goes to zero.
FAQ
People also ask
Use minimum variance or hierarchical risk parity when you do not trust the sample means. Use maximum Sharpe only when the window is long and you can say why that asset should keep its edge.
No. It returns weights. Thrive does not route orders from this page.
Yes. Each method is constrained to weights between 0 and 1 that sum to 1.
Yes. Paste the closes in the same order of rows. Session assets and crypto assets need a shared calendar or the rows will not line up. The correlation pages already match dates for you.
Related
Risk parity calculator
Equal risk contributions, inverse volatility, hierarchical risk parity, and minimum variance. Four ways to stop the riskiest name from owning the book.
Efficient frontier calculator
Two or more close series. The engine estimates means and covariance, then lays out the mean-variance frontier: the mixes that take the least vol for each return.
Monte Carlo portfolio simulator
The engine draws multivariate normal returns from your sample, then Thrive compounds your weights into a fan: 5th, 50th, and 95th percentile wealth.
Trading journal
The ratio on a pasted series is a lab result. The journal is the book you actually traded.
Position size calculator
Vol and drawdown tell you the path. Size tells you what you can hold.
Bitcoin volatility
The live 90-close vol print for the BTC sample.
Ethereum volatility
Hold the weights you can explain.
An optimizer that changes every week is a new story, not a process. Log the book in Thrive and see which mix you actually kept.